Whenever I create a project, I always create a workspace at the same time.

The workspace is where the 'view' of the open project is saved. It is the workspace which remembers which files you had open, breakpoints and various other settings. You can also add multiple projects to a single workspace.

If you do not open a saved workspace, you start off with a blank one. You can right-click that blank workspace and add a project to it, which is similar to opening a project, but easier just to create and save a workspace in the first place.